BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9800 CE | ||||||||||||||||
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Delta: 0.04
Vega: 1.20
Theta: -2.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 6.9 | -1.85 | 30.62 | 2,627 | -63 | 981 | |||||||||
| 21 Sept | 8971.50 | 9.15 | -2.9 | 29.13 | 987 | 57 | 1,052 | |||||||||
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| 18 Sept | 9075.00 | 12.3 | -2.75 | 26.48 | 931 | -24 | 987 | |||||||||
| 14 Sept | 8999.50 | 19.6 | -5.55 | 25.10 | 2,331 | 195 | 1,385 | |||||||||
For Bajaj Auto Limited - strike price 9800 expiring on 30SEP2025
Delta for 9800 CE is 0.04
Historical price for 9800 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 6.9, which was -1.85 lower than the previous day. The implied volatity was 30.62, the open interest changed by -63 which decreased total open position to 981
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 9.15, which was -2.9 lower than the previous day. The implied volatity was 29.13, the open interest changed by 57 which increased total open position to 1052
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 12.3, which was -2.75 lower than the previous day. The implied volatity was 26.48, the open interest changed by -24 which decreased total open position to 987
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 19.6, which was -5.55 lower than the previous day. The implied volatity was 25.10, the open interest changed by 195 which increased total open position to 1385
| BAJAJ-AUTO 30SEP2025 9800 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 719.3 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 719.3 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 719.3 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 638.6 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9800 expiring on 30SEP2025
Delta for 9800 PE is 0.00
Historical price for 9800 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 719.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 719.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 719.3, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 638.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
